Narrow search
Showing 1 - 10 of 129
Cover Image
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003647580
Cover Image
Macro-panels and reality
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003483216
Cover Image
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain W. J. - 2015
Persistent link: https://www.econbiz.de/10011413089
Cover Image
The role of common cyclical features for compose coincident and leading indicators building
Cubadda, Gianluca; Hecq, Alain W. J. - 2002
Persistent link: https://www.econbiz.de/10001649017
Cover Image
Detecting common bubbles in multivariate mixed causal-noncausal models
Cubadda, Gianluca; Hecq, Alain W. J.; Voisin, Elisa - 2023
Persistent link: https://www.econbiz.de/10014248981
Cover Image
Reduced rank regression models in economics and finance
Cubadda, Gianluca; Hecq, Alain W. J. - 2021
Persistent link: https://www.econbiz.de/10013257759
Cover Image
Dimension reduction for high dimensional vector autoregressive models
Cubadda, Gianluca; Hecq, Alain W. J. - 2022
Persistent link: https://www.econbiz.de/10013257768
Cover Image
Optimization of the generalized covariance estimator in noncausal processes
Cubadda, Gianluca; Giancaterini, Francesco; Hecq, Alain … - 2024
Persistent link: https://www.econbiz.de/10014549054
Cover Image
Testing for common cycles in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000981783
Cover Image
Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 1997
Persistent link: https://www.econbiz.de/10000989790